def get_position_local(key):
# 获取本地某个账号对应某个策略的持仓信息
sql = "select key,symbol,price,total_amount from position_local " \
"where key='{key}'".format(key=key)
db = dbserbser()
data = db.read_data_from_db_to_df(sql=sql)
return data
def update_position(key, action, symbol, amount,log):
# 更新本地持仓列表
# 判断key是否存在（key=JQ+策略+账户）
db = dbserbser()
sql = "select 1 from position_local where key='{key}' and symbol='{symbol}'".format(key=key, symbol=symbol)
log.info(sql)
data = db.read_data_from_db_to_df(sql=sql)
# 如果不存在，则插入该表记录
add_time = str(datetime.datetime.now())[:19]
if len(data) == 0:
sql = "insert into position_local (key,symbol,total_amount,add_time) " \
"values ('{key}','{symbol}',{amount},'{add_time}')". \
format(key=key, symbol=symbol, amount=amount, add_time=add_time)
# 如果已存在，则更新
elif action == 'BUY':
sql = "update position_local set total_amount=total_amount+{amount} , add_time='{add_time}'" \
"where key='{key}' and symbol='{symbol}'".format(amount=amount, key=key, add_time=add_time,symbol=symbol)
elif action == 'SELL':
sql = "update position_local set total_amount=total_amount-{amount}, add_time='{addtime}' " \
"where key='{key}' and symbol='{symbol}' ".format(amount=amount, key=key,add_time=add_time,symbol=symbol)
db.execute(sql)
log.info(sql)
# 最后删除那些持仓未0的记录
sql = "delete from position_local where total_amount<=0"
db.execute(sql)
log.info(sql)
def order():
"""接收get请求，解析url中的参数"""
log.info(request.url)
data = request.args.to_dict()
if 'account' in data.get('key', '0'):
print(data['key'])
db = dbserbser()
db.dict_into_db(tb='orders', data=data)
return 'I have received you data at time '\
+str(datetime.datetime.now())[:19]
def read():
# 每隔0.05秒读取表数据
while True:
db = dbserbser()
try:
sql = "select * from testsqlite3"
db.execute(sql)
time.sleep(0.01)
print('read')
except Exception as e:
traceback.print_exc()
def delete():
# 每隔7秒中删除表记录
while True:
db = dbserbser()
try:
sql = "delete from testsqlite3"
db.execute(sql)
time.sleep(0.01)
print('delete')
except Exception as e:
traceback.print_exc()
def sync():
# 接收同步持仓数据的页面
log.info(request.url)
data = request.args.to_dict()
if 'account' in data.get('key', '0'):
db = dbserbser()
sql = "delete from position_remote where key='{key}'".format(
key=data['key']) # 入库前先删除
db.execute(sql)
db.dict_into_db(tb='position_remote', data=data)
return 'I have received you data at time ' \
+ str(datetime.datetime.now())[:19]
def write():
# 每隔5秒钟写一条记录
while True:
db = dbserbser()
try:
sql="insert into testsqlite3 (t) values ('%s')"%\
str(datetime.datetime.now())[:19]
db.execute(sql)
time.sleep(0.01)
print('write ')
except Exception as e:
traceback.print_exc()
"""
从数据库读取信号，然后执行对应的操作
"""
import traceback
import time
import datetime
from autotrade.trade_api.order_api import trade as trade_api
from autotrade.db.dbserver import dbserbser
from autotrade.common.log.logger import mylogger
# 配置全局的数据库连接和日志
log = mylogger('order.log', name='order')
db = dbserbser()
def get_orders():
# 从信号表中读取未执行的交易信号
sql = " select * from orders where done=0 " # 不对-1失败的单操作
data = db.read_data_from_db_to_df(sql=sql)
data = data.to_dict(orient='record') # 转成list-dict格式
return data
def update_orders(order,code,log):
# 如果成功执行买卖指令，那么就更新orders信号表
# 更新signal表，成功done=1,失败done=-1
if code == 200:
sql = "update orders set done=1 where order_id='{order_id}'".format(order_id=order['order_id'])
else:
sql = "update orders set done=-1 where order_id='{order_id}'".format(order_id=order['order_id'])
def get_position_remote():
# 读取sync回来的JQ持仓表数据
sql = "select key,symbol,price,total_amount from position_remote"
db = dbserbser()
data = db.read_data_from_db_to_df(sql=sql)
return data